A differential equation approach to nonlinear programming

DOI10.1007/BF01588311zbMath0436.90094WikidataQ115393333 ScholiaQ115393333MaRDI QIDQ3877427

Hiroshi Yamashita

Publication date: 1980

Published in: Mathematical Programming (Search for Journal in Brave)

zbMATH Keywords

asymptotic stabilityglobal solutioncritical pointsnumerical algorithmquadratic rate of convergencelocal optimumequality constrained nonlinear programmingnonlinear autonomous systemdifferential equation approach

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Rate of convergence, degree of approximation (41A25)

Related Items (24)

Further results on global convergence and stability of globally projected dynamical systes ⋮ Differential systems for constrained optimization via a nonlinear augmented Lagrangian ⋮ Two differential equation systems for inequality constrained optimization ⋮ Continuation methods with the trusty time-stepping scheme for linearly constrained optimization with noisy data ⋮ A stable differential equation approach for inequality constrained optimization problems ⋮ Two differential equation systems for equality-constrained optimization ⋮ Nonlinear coordinate representations of smooth optimization problems ⋮ The regularization continuation method with an adaptive time step control for linearly constrained optimization problems ⋮ A convergence of ODE method in constrained optimization ⋮ A gradient-type algorithm for constrained optimization with application to microstructure optimization ⋮ Convergence analysis of a differential equation approach for solving nonlinear programming problems ⋮ Global Dynamical Solvers for Nonlinear Programming Problems ⋮ Feedback stabilization methods for the solution of nonlinear programming problems ⋮ The regularization continuation method for optimization problems with nonlinear equality constraints ⋮ Differential equation method based on approximate augmented Lagrangian for nonlinear programming ⋮ Optimal homotopy asymptotic method-least square for solving nonlinear fractional-order gradient-based dynamic system from an optimization problem ⋮ A differential equation approach to fuzzy vector optimization problems and sensitivity analysis. ⋮ Explicit pseudo-transient continuation and the trust-region updating strategy for unconstrained optimization ⋮ Constrained optimization: Projected gradient flows ⋮ A differential equation approach to fuzzy nonlinear programming problems ⋮ Null space gradient flows for constrained optimization with applications to shape optimization ⋮ Global analysis of continuous analogues of the Levenberg-Marquardt and Newton-Raphson methods for solving nonlinear equations ⋮ K-K-T multiplier estimates and objective function lower bounds from projective SUMT ⋮ Technique for solving multiobjective nonlinear programming using differential equations approach

Cites Work

• Stability by Liapunov's direct method. With applications
• Widely Convergent Method for Finding Multiple Solutions of Simultaneous Nonlinear Equations
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• The Gradient Projection Method for Nonlinear Programming. Part II. Nonlinear Constraints
• A method for the solution of certain non-linear problems in least squares
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A differential equation approach to nonlinear programming